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Asymptotic optimality of the generalized cμ rule under model uncertainty

  • Published:2021-06 Issue: Volume:136 Page:206-236
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Cohen Asaf,Saha Subhamay

Funder

National Science Foundation Division of Mathematical Sciences

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

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2. Scheduling in the High-Uncertainty Heavy Traffic Regime;Mathematics of Operations Research;2024-02-07

3. Optimal Dividends Under Model Uncertainty;SIAM Journal on Financial Mathematics;2023-05-17

4. Learning-based Optimal Admission Control in a Single Server Queuing System;2022 58th Annual Allerton Conference on Communication, Control, and Computing (Allerton);2022-09-27

5. Optimal Ergodic Harvesting under Ambiguity;SIAM Journal on Control and Optimization;2022-04
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